-83.6%
FCEL vs ALC
+20.4%
-103.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.0% | -5.7% | -6.0% |
| 7D | +15.1% | -5.3% | +20.3% | +19.3% |
| 30D | -16.4% | -7.1% | -9.4% | -12.5% |
| 3M | -5.3% | +0.8% | -6.0% | -9.0% |
| 6M | +124.5% | -16.0% | +140.5% | +143.4% |
| YTD | +126.7% | -12.7% | +139.4% | +137.2% |
| 1Y | +219.9% | -12.8% | +232.7% | +235.2% |
| 3Y | -61.6% | -15.8% | -45.8% | -60.2% |
| 5Y | -90.5% | -16.7% | -73.9% | -90.1% |
| All | -83.6% | +20.4% | -103.9% | -85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling